From Statistics to Mathematical Finance Festschrift in Honour of Winfried Stute /

• Corporate Author: SpringerLink (Online service)
• Other Authors: Ferger, Dietmar (Editor), González Manteiga, Wenceslao (Editor), Schmidt, Thorsten (Editor), Wang, Jane-Ling (Editor)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2017.
• Subjects: Statistics.; Economics, Mathematical.; Probabilities.; Statistical Theory and Methods.; Probability Theory and Stochastic Processes.; Quantitative Finance.; Statistics for Life Sciences, Medicine, Health Sciences.; Statistics for Business/Economics/Mathematical Finance/Insurance.
• Physical Description: XIII, 440 p. 43 illus., 20 illus. in color. online resource.
• ISBN: 9783319509860

This book, dedicated to Winfried Stute on the occasion of his 70th birthday, presents a unique collection of contributions by leading experts in statistics, stochastic processes, mathematical finance and insurance. The individual chapters cover a wide variety of topics ranging from nonparametric estimation, regression modelling and asymptotic bounds for estimators, to shot-noise processes in finance, option pricing and volatility modelling. The book also features review articles, e.g. on survival analysis.